in insights
Fixed income
Not all durations are equal
• Similar portfolio duration does not necessarily lead to similar volatility risk • Duration risk assessment is likely to be more ...
- Oct 24
- |
- Rong Ren Goh, Pierre-Julien Jandrain
in insights
Quantitative
Low volatility: A remedy for the ...
- Oct 24
- |
- Michael (Xiaochen) Sun, Chris Hughes